0001047469-11-008677.txt : 20111025
0001047469-11-008677.hdr.sgml : 20111025
20111025134822
ACCESSION NUMBER: 0001047469-11-008677
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111025
DATE AS OF CHANGE: 20111025
EFFECTIVENESS DATE: 20111025
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SMITH ASSET MANAGEMENT GROUP LP
CENTRAL INDEX KEY: 0001091561
IRS NUMBER: 752620252
STATE OF INCORPORATION: TX
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03459
FILM NUMBER: 111156328
BUSINESS ADDRESS:
STREET 1: 100 CRESCENT COURT
STREET 2: SUITE 1150
CITY: DALLAS
STATE: TX
ZIP: 75201
BUSINESS PHONE: 2148804600
MAIL ADDRESS:
STREET 1: 100 CRESCENT COURT
STREET 2: SUITE 1150
CITY: DALLAS
STATE: TX
ZIP: 75201
13F-HR
1
a2205985z13f-hr.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/11
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Smith Asset Management Group, LP
---------------------------------
Address: 100 Crescent Court
-------------------------------
Suite 1150
-------------------------------
Dallas, TX 75201
-------------------------------
Form 13F File Number: 28-03459
---------------------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Stephen S. Smith
-------------------------------
Title: CEO
-------------------------------
Phone: 214-880-4601
-------------------------------
Signature, Place, and Date of Signing:
/s/ Stephen S. Smith DALLAS, TEXAS 10/24/11
------------------------------- ----------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
--------------- ------------------------------------
[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
--------------------
Form 13F Information Table Entry Total: 407
--------------------
Form 13F Information Table Value Total: 1,877,470
--------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-14406 Dundee Wealth US
------ ----------------- ---------------------------------
[Repeat as necessary.]
ITEM 1: FAIR MARKET SHARES/ INVEST DISC. MANAGERS VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP VALUE PRINC. SOLE SH/ SH/ SOLE SHARED NONE
AMOUNT DEF OTHER
3m Co Common Stock - Long 88579Y101 11,845.35 165 Sole 0 165
Abbott Laboratories Common Stock - Long 002824100 10,135,999.40 198201 Sole 3427 194774
Accenture Plc Common Stock - Long G1151C101 12,245,518.68 232451 Sole 0 232451
Aci Worldwide Inc Common Stock - Long 004498101 2,456,788.60 89208 Sole 0 89208
Advance Amer Cash
Advance Ct Common Stock - Long 00739W107 2,732,831.00 351826 Sole 2428 349398
Advance Auto Parts Inc Common Stock - Long 00751Y106 11,503.80 198 Sole 0 198
Aetna Inc Common Stock - Long 00817Y108 18,653,866.00 513315 Sole 9894 503421
Agilent Technologies Inc Common Stock - Long 00846U101 3,057,718.75 97847 Sole 0 97847
Agree Realty Corp Common Stock - Long 008492100 2,199.78 101 Sole 0 101
Air Products &
Chemicals Inc Common Stock - Long 009158106 2,939,099.45 38485 Sole 0 38485
Aircastle Ltd Common Stock - Long G0129K104 210,805.00 22190 Sole 0 22190
Alaska Air Group Inc Common Stock - Long 011659109 10,976.15 195 Sole 0 195
Alexandria R E
Equities Inc Common Stock - Long 015271109 2,271.43 37 Sole 0 37
Alliance Data
Systems Corp Common Stock - Long 018581108 5,885,059.50 63485 Sole 0 63485
Allied World
Assurance Co Ag Common Stock - Long H01531104 214,302.90 3990 Sole 0 3990
Altria Group Inc Common Stock - Long 02209S103 235,766.99 8794 Sole 7096 1698
Amdocs Ltd Common Stock - Long G02602103 215,197.20 7935 Sole 0 7935
American Express Co Common Stock - Long 025816109 33,981,845.50 756834 Sole 12598 744236
American Tower Corp Common Stock - Long 029912201 6,640,265.00 123425 Sole 0 123425
America's Car-mart Inc Common Stock - Long 03062T105 5,920.08 204 Sole 0 204
Amerigroup Corp Common Stock - Long 03073T102 2,369,545.53 60742 Sole 0 60742
Amerisourcebergen Corp Common Stock - Long 03073E105 8,272,858.68 221971 Sole 4713 217258
Ameristar Casinos Inc Common Stock - Long 03070Q101 2,336,045.30 145548 Sole 0 145548
Ametek Inc Common Stock - Long 031100100 3,004,885.80 91140 Sole 0 91140
Ansys Inc Common Stock - Long 03662Q105 21,703,778.68 442573 Sole 8129 434444
Apache Corp Common Stock - Long 037411105 149,327.00 1861 Sole 1491 370
Apple Inc Common Stock - Long 037833100 94,779,755.04 248557 Sole 1338 247219
Applied Industrial
Tech Inc Common Stock - Long 03820C105 1,818,769.00 66965 Sole 0 66965
Arqule Inc Common Stock - Long 04269E107 1,081,230.45 214105 Sole 0 214105
Array Biopharma Inc Common Stock - Long 04269X105 908,374.35 465833 Sole 0 465833
Arrow Electronics Inc Common Stock - Long 042735100 128,232.68 4616 Sole 3747 869
Arthrocare Corp Common Stock - Long 043136100 1,828,045.80 63540 Sole 0 63540
Ascena Retail Group Inc Common Stock - Long 04351G101 6,740.43 249 Sole 0 249
Astex Pharmaceuticals
Inc Common Stock - Long 04624B103 405,820.80 211365 Sole 0 211365
AT&T Inc Common Stock - Long 00206R102 217,265.08 7608 Sole 6112 1496
Atlas Air Worldwide
Hldg Inc Common Stock - Long 049164205 3,229.13 97 Sole 0 97
Autodesk Inc Common Stock - Long 052769106 3,812,204.41 137179 Sole 0 137179
Automatic Data
Processing Common Stock - Long 053015103 5,835,661.20 123768 Sole 0 123768
Autozone Inc Common Stock - Long 053332102 8,618,130.00 27000 Sole 0 27000
Avago Technologies Ltd Common Stock - Long Y0486S104 216,445.85 6605 Sole 0 6605
Aveo Pharmaceuticals Inc Common Stock - Long 053588109 717,558.75 46625 Sole 0 46625
Avista Corp Common Stock - Long 05379B107 5,008.50 210 Sole 0 210
Axcelis Technologies Inc Common Stock - Long 054540109 1,146,180.00 955150 Sole 0 955150
Azz Inc Common Stock - Long 002474104 6,086.89 157 Sole 0 157
B&g Foods Inc Common Stock - Long 05508R106 11,159.28 669 Sole 0 669
Bank Of Montreal Common Stock - Long 063671101 192,347.10 3444 Sole 2764 680
Bat-british Amer
Tobacco Plc Common Stock - Long 110448107 213,519.60 Sole 2520
Baxter International Inc Common Stock - Long 071813109 12,350.80 220 Sole 0 220
Bce Inc Common Stock - Long 05534B760 426,332.00 11381 Sole 4493 6888
Bed Bath & Beyond Inc Common Stock - Long 075896100 34,869,580.48 608438 Sole 9064 599374
Belden Inc Common Stock - Long 077454106 3,662.18 142 Sole 0 142
Bgc Partners Inc Common Stock - Long 05541T101 693,058.05 114935 Sole 0 114935
Biglari Holdings Inc Common Stock - Long 08986R101 1,455,571.29 4911 Sole 0 4911
Biogen Idec Inc Common Stock - Long 09062X103 4,855,816.35 52129 Sole 0 52129
Biomed Realty Trust Inc Common Stock - Long 09063H107 2,468.93 149 Sole 0 149
Bmc Software Inc Common Stock - Long 055921100 21,243,871.84 550938 Sole 9826 541112
Brandywine Realty Trust Common Stock - Long 105368203 6,728.40 840 Sole 0 840
Brightpoint Inc Common Stock - Long 109473405 18,827.14 2042 Sole 0 2042
Brinker Intl Inc Common Stock - Long 109641100 2,314,735.24 110647 Sole 0 110647
Brinks Co Common Stock - Long 109696104 822,376.80 35280 Sole 0 35280
Bruker Corp Common Stock - Long 116794108 6,169.68 456 Sole 0 456
Buckeye Technologies Inc Common Stock - Long 118255108 7,522.32 312 Sole 0 312
Buckle Inc Common Stock - Long 118440106 2,754,312.90 71615 Sole 0 71615
Caci Intl Inc -cl A Common Stock - Long 127190304 2,683,825.54 53741 Sole 0 53741
Cadence Design
Systems Inc Common Stock - Long 127387108 4,609,577.28 498872 Sole 0 498872
Calamos Asset
Management Inc Common Stock - Long 12811R104 3,853.85 385 Sole 0 385
Callon Petroleum Co Common Stock - Long 13123X102 572,895.45 148035 Sole 0 148035
Cal-maine Foods Inc Common Stock - Long 128030202 1,391,248.95 44265 Sole 0 44265
Capital One
Financial Corp Common Stock - Long 14040H105 17,525,138.44 442219 Sole 12825 429394
Cardtronics Inc Common Stock - Long 14161H108 2,078,500.20 90685 Sole 0 90685
Caterpillar Inc Common Stock - Long 149123101 5,131,880.00 69500 Sole 0 69500
Cato Corp -cl A Common Stock - Long 149205106 2,148,253.44 95224 Sole 0 95224
Cbl & Associates
Pptys Inc Common Stock - Long 124830100 2,294.72 202 Sole 0 202
Cbs Corp Common Stock - Long 124857202 168,094.44 8248 Sole 6625 1623
Centene Corp Common Stock - Long 15135B101 10,751.23 375 Sole 0 375
Central Garden & Pet Co Common Stock - Long 153527106 4,830.00 700 Sole 0 700
Cf Industries
Holdings Inc Common Stock - Long 125269100 20,320,975.02 164689 Sole 3793 160896
Check Point Software
Techn Common Stock - Long M22465104 25,031,665.30 474444 Sole 9304 465140
Cheesecake Factory Inc Common Stock - Long 163072101 1,649,183.35 66904 Sole 0 66904
Chevron Corp Common Stock - Long 166764100 24,302,096.46 262470 Sole 6158 256312
Chicago Bridge & Iron Co Common Stock - Long 167250109 3,832,640.84 133868 Sole 0 133868
Chicos Fas Inc Common Stock - Long 168615102 2,949,237.18 258026 Sole 0 258026
Chipotle Mexican
Grill Inc Common Stock - Long 169656105 8,051,502.15 26577 Sole 0 26577
Chubb Corp Common Stock - Long 171232101 21,427,347.49 357182 Sole 7068 350114
Chunghwa Telecom Ltd Common Stock - Long 17133Q502 217,140.00 6580 Sole 0 6580
Citrix Systems Inc Common Stock - Long 177376100 2,111,292.54 38718 Sole 0 38718
Cloud Peak Energy Inc Common Stock - Long 18911Q102 408,749.25 24115 Sole 0 24115
Cms Energy Corp Common Stock - Long 125896100 211,594.90 10692 Sole 8574 2118
Coach Inc Common Stock - Long 189754104 2,622,701.66 50602 Sole 0 50602
Coca-cola Btlng Cons Common Stock - Long 191098102 892,074.10 16085 Sole 0 16085
Coca-cola Co Common Stock - Long 191216100 14,535,736.68 215153 Sole 0 215153
Coca-cola
Enterprises Inc Common Stock - Long 19122T109 34,735,414.00 1396118 Sole 15787 1380331
Codexis Inc Common Stock - Long 192005106 526,075.55 115115 Sole 0 115115
Coeur D'alene
Mines Corp Common Stock - Long 192108504 1,910,947.20 89130 Sole 0 89130
Cognizant Tech
Solutions Common Stock - Long 192446102 5,017,567.50 80025 Sole 0 80025
Cohen & Steers Inc Common Stock - Long 19247A100 1,294,612.50 45030 Sole 0 45030
Coherent Inc Common Stock - Long 192479103 9,193.52 214 Sole 0 214
Colfax Corp Common Stock - Long 194014106 2,118,284.30 104555 Sole 0 104555
Complete Production
Services Common Stock - Long 20453E109 4,448.60 236 Sole 0 236
Computer Programs &
Systems Common Stock - Long 205306103 2,621,789.35 39634 Sole 0 39634
Consol Energy Inc Common Stock - Long 20854P109 1,766,192.22 52054 Sole 0 52054
Consolidated
Graphics Inc Common Stock - Long 209341106 693,522.05 18985 Sole 0 18985
Constellation Brands Common Stock - Long 21036P108 182,502.00 10139 Sole 8106 2033
Cooper Companies Inc Common Stock - Long 216648402 35,468,856.35 448122 Sole 6756 441366
Copa Holdings Sa Common Stock - Long P31076105 215,364.05 3515 Sole 0 3515
Core Laboratories Nv Common Stock - Long N22717107 213,346.25 2375 Sole 0 2375
Corn Products
Intl Inc Common Stock - Long 219023108 18,324,255.00 466979 Sole 9408 457571
Corp Office Pptys
Tr Inc Common Stock - Long 22002T108 2,308.68 106 Sole 0 106
Costco Wholesale Corp Common Stock - Long 22160K105 2,746,673.59 33443 Sole 0 33443
Cousins Properties Inc Common Stock - Long 222795106 2,492.10 426 Sole 0 426
Covidien Plc Common Stock - Long G2554F113 212,562.00 4820 Sole 0 4820
Cracker Barrel
Old Ctry Stor Common Stock - Long 22410J106 5,684.26 142 Sole 0 142
Credicorp Ltd Common Stock - Long G2519Y109 215,748.00 2340 Sole 0 2340
Csx Corp Common Stock - Long 126408103 181,938.81 9745 Sole 7818 1927
Cubic Corp Common Stock - Long 229669106 2,341,230.59 59924 Sole 0 59924
Cummins Inc Common Stock - Long 231021106 23,929,463.26 293039 Sole 5742 287297
Cvr Energy Inc Common Stock - Long 12662P108 1,991,070.90 94185 Sole 0 94185
Davita Inc Common Stock - Long 23918K108 5,629,834.11 89833 Sole 0 89833
Delphi Financial
Group Inc Common Stock - Long 247131105 5,595.20 260 Sole 0 260
Deluxe Corp Common Stock - Long 248019101 1,933,098.20 103930 Sole 0 103930
Denbury Resources Inc Common Stock - Long 247916208 1,710,360.50 148727 Sole 0 148727
Dentsply Internatl Inc Common Stock - Long 249030107 19,435,639.15 633289 Sole 12265 621024
Diamond Offshre
Drilling Inc Common Stock - Long 25271C102 1,991,550.68 36382 Sole 0 36382
Digital Realty Trust Inc Common Stock - Long 253868103 2,316.72 42 Sole 0 42
Dime Community
Bancshares Common Stock - Long 253922108 4,680.06 462 Sole 0 462
Discover Financial
Svcs Inc Common Stock - Long 254709108 4,069,739.52 177408 Sole 0 177408
Donaldson Co Inc Common Stock - Long 257651109 13,313,276.40 242943 Sole 0 242943
Dsw Inc Common Stock - Long 23334L102 13,161.18 285 Sole 0 285
Du Pont (e I) De Nemours Common Stock - Long 263534109 6,995,309.58 175014 Sole 0 175014
East West Bancorp Inc Common Stock - Long 27579R104 15,769,338.05 1057635 Sole 18479 1039156
Eaton Corp Common Stock - Long 278058102 16,572,394.50 466828 Sole 12994 453834
Echelon Corp Common Stock - Long 27874N105 2,316,040.91 330391 Sole 0 330391
Ecopetrol Sa Common Stock - Long 279158109 214,544.25 5325 Sole 0 5325
Emc Corp Common Stock - Long 268648102 23,271,234.38 1108682 Sole 16221 1092461
Emcor Group Inc Common Stock - Long 29084Q100 795,858.51 39147 Sole 0 39147
Encore Capital Group Inc Common Stock - Long 292554102 7,210.50 330 Sole 0 330
Endo Pharmaceuticals
Hldgs Common Stock - Long 29264F205 19,427,830.85 694099 Sole 17256 676843
Eog Resources Inc Common Stock - Long 26875P101 3,238,056.00 45600 Sole 0 45600
Essex Property Trust Common Stock - Long 297178105 2,760.92 23 Sole 0 23
Exactech Inc Common Stock - Long 30064E109 5,941.76 422 Sole 0 422
Exelon Corp Common Stock - Long 30161N101 21,031,230.00 493575 Sole 9312 484263
Exponent Inc Common Stock - Long 30214U102 2,886,280.55 69835 Sole 0 69835
Express Scripts Inc Common Stock - Long 302182100 17,058,056.46 460158 Sole 7865 452293
Exxon Mobil Corp Common Stock - Long 30231G102 66,347,722.05 913503 Sole 6575 906928
Ezcorp Inc -cl A Common Stock - Long 302301106 8,219.52 288 Sole 0 288
Fair Isaac Corp Common Stock - Long 303250104 2,175,468.65 99655 Sole 0 99655
Federal Realty
Investment Tr Common Stock - Long 313747206 2,637.12 32 Sole 0 32
Fedex Corp Common Stock - Long 31428X106 6,329,975.04 93528 Sole 0 93528
Ferro Corp Common Stock - Long 315405100 3,271.80 532 Sole 0 532
First Potomac
Realty Trust Common Stock - Long 33610F109 2,730.93 219 Sole 0 219
Flowers Foods Inc Common Stock - Long 343498101 2,315,681.62 118997 Sole 0 118997
Focus Media
Holding Ltd Common Stock - Long 34415V109 194,696.78 11565 Sole 0 11565
Ford Motor Co Common Stock - Long 345370860 2,051,500.17 212151 Sole 0 212151
Franklin Resources Inc Common Stock - Long 354613101 7,309,765.12 76430 Sole 1547 74883
Freeport-mcmoran
Cop&gold Common Stock - Long 35671D857 5,763,241.40 189269 Sole 2994 186275
Gamco Investors Inc Common Stock - Long 361438104 1,098,941.61 27899 Sole 0 27899
General Dynamics Corp Common Stock - Long 369550108 12,231.35 215 Sole 0 215
Getty Realty Corp Common Stock - Long 374297109 2,134.16 148 Sole 0 148
Global Sources Ltd Common Stock - Long G39300101 987,099.85 145805 Sole 0 145805
Global X Colombia ETF Common Stock - Long 37950E200 5,740.80 320 Sole 0 320
Gold Fields Ltd Common Stock - Long 38059T106 214,786.40 14020 Sole 0 14020
Goldman Sachs Group Inc Common Stock - Long 38141G104 122,725.65 1298 Sole 1055 243
Google Inc Common Stock - Long 38259P508 18,812,351.04 36526 Sole 0 36526
Grainger (w W) Inc Common Stock - Long 384802104 2,740,021.42 18323 Sole 0 18323
Gulfmark Offshore Inc Common Stock - Long 402629208 813,107.50 22375 Sole 0 22375
Gulfport Energy Corp Common Stock - Long 402635304 5,319.60 220 Sole 0 220
Haemonetics Corp Common Stock - Long 405024100 5,380.16 92 Sole 0 92
Halliburton Co Common Stock - Long 406216101 5,325,861.60 174504 Sole 3521 170983
Halozyme Therapeutics
Inc Common Stock - Long 40637H109 474,407.10 77265 Sole 0 77265
Hanger Orthopedic
Group Inc Common Stock - Long 41043F208 5,704.78 302 Sole 0 302
Health Management Assoc Common Stock - Long 421933102 5,024,086.08 726024 Sole 0 726024
Helen Of Troy Ltd Common Stock - Long G4388N106 7,762.08 309 Sole 0 309
Helmerich & Payne Common Stock - Long 423452101 15,209,044.40 374607 Sole 7722 366885
Herbalife Ltd Common Stock - Long G4412G101 2,775,354.40 51779 Sole 0 51779
Hershey Co Common Stock - Long 427866108 14,765,984.68 249257 Sole 0 249257
Hertz Global
Holdings Inc Common Stock - Long 42805T105 1,918,679.80 215582 Sole 0 215582
Highwoods Properties Inc Common Stock - Long 431284108 496,528.20 17570 Sole 0 17570
Home Depot Inc Common Stock - Long 437076102 20,931,714.35 636803 Sole 12345 624458
Horace Mann
Educators Corp Common Stock - Long 440327104 7,325.56 642 Sole 0 642
Hospitality Properties
Trust Common Stock - Long 44106M102 174,043.41 8198 Sole 6468 1730
Igate Corp Common Stock - Long 45169U105 3,727.42 323 Sole 0 323
Incyte Corp Common Stock - Long 45337C102 1,040,303.99 74467 Sole 0 74467
Infinity
Pharmaceuticals Inc Common Stock - Long 45665G303 612,398.25 86865 Sole 0 86865
Innophos Holdings Inc Common Stock - Long 45774N108 12,163.40 305 Sole 0 305
Insperity Inc Common Stock - Long 45778Q107 1,997,048.75 89755 Sole 0 89755
Intel Corp Common Stock - Long 458140100 11,627.58 545 Sole 0 545
Intercontinentalexchange
Inc Common Stock - Long 45865V100 31,676,295.60 267853 Sole 3583 264270
Intl Business
Machines Corp Common Stock - Long 459200101 64,411,615.98 368340 Sole 3465 364875
Intl Game Technology Common Stock - Long 459902102 4,874,815.00 335500 Sole 0 335500
Intl Paper Co Common Stock - Long 460146103 3,014,967.00 129676 Sole 0 129676
Intuit Inc Common Stock - Long 461202103 6,710,625.20 141455 Sole 0 141455
Intuitive Surgical Inc Common Stock - Long 46120E602 5,250,367.64 14413 Sole 0 14413
iShares Indonesia Common Stock - Long 46429B309 26,356.80 1020 Sole 0 1020
iShares MSCI ACWI Common Stock - Long 464288257 70,416.00 1800 Sole 0 1800
iShares MSCI ALl Peru Common Stock - Long 464289842 5,970.23 170 Sole 0 170
iShares MSCI Brazil Common Stock - Long 464286400 43,116.29 829 Sole 0 829
iShares MSCI China 25 Common Stock - Long 464287184 24,664.00 800 Sole 0 800
iShares MSCI Hong Kong Common Stock - Long 464286871 11,177.40 780 Sole 0 780
iShares MSCI Japan Common Stock - Long 464286848 4,540.80 480 Sole 0 480
iShares MSCI Malaysia Common Stock - Long 464286830 2,071.45 170 Sole 0 170
iShares MSCI Mexico Common Stock - Long 464286822 4,408.20 90 Sole 0 90
iShares MSCI Singapore Common Stock - Long 464286673 8,140.00 740 Sole 0 740
iShares MSCI South
Africa Common Stock - Long 464286780 17,244.70 305 Sole 0 305
iShares MSCI South Korea Common Stock - Long 464286772 63,335.20 1360 Sole 0 1360
iShares MSCI Taiwan Common Stock - Long 464286731 41,653.87 3527 Sole 0 3527
iShares MSCI Thailand Common Stock - Long 464286624 26,460.28 497 Sole 0 497
iShares MSCI Turkey
Index Fund Common Stock - Long 464286715 6,137.82 129 Sole 0 129
iShares Russell 1000 grw Common Stock - Long 464287614 290,557.00 5526 Sole 4508 1018
Jazz Pharmaceuticals Inc Common Stock - Long 472147107 2,893,380.00 69720 Sole 0 69720
Jda Software Group Inc Common Stock - Long 46612K108 13,383.96 571 Sole 0 571
Johnson & Johnson Common Stock - Long 478160104 14,439,350.97 226713 Sole 0 226713
Joy Global Inc Common Stock - Long 481165108 3,486,979.62 55899 Sole 0 55899
Jpmorgan Chase & Co Common Stock - Long 46625H100 160,057.24 5314 Sole 4334 980
Kaydon Corp Common Stock - Long 486587108 2,029,396.80 70760 Sole 0 70760
Kbr Inc Common Stock - Long 48242W106 1,865,281.31 78937 Sole 0 78937
Kensey Nash Corp Common Stock - Long 490057106 1,712,354.00 69892 Sole 0 69892
Kilroy Realty Corp Common Stock - Long 49427F108 2,316.20 74 Sole 0 74
Kimberly-clark Corp Common Stock - Long 494368103 12,426.75 175 Sole 0 175
Kirby Corp Common Stock - Long 497266106 3,968,371.68 75387 Sole 0 75387
Koppers Holdings Inc Common Stock - Long 50060P106 3,354.91 131 Sole 0 131
Kroger Co Common Stock - Long 501044101 7,435,743.84 338604 Sole 0 338604
Landstar System Inc Common Stock - Long 515098101 7,124,756.00 180100 Sole 0 180100
Las Vegas Sands Corp Common Stock - Long 517834107 2,114,182.62 55143 Sole 0 55143
Lattice Semiconductor
Corp Common Stock - Long 518415104 2,959,031.50 563625 Sole 0 563625
Lexington Realty Trust Common Stock - Long 529043101 2,544.06 389 Sole 0 389
Liberty Property Trust Common Stock - Long 531172104 2,008.59 69 Sole 0 69
Ligand Pharmaceutical
Inc Common Stock - Long 53220K504 810,198.00 59225 Sole 0 59225
Limited Brands Inc Common Stock - Long 532716107 10,371,244.09 269313 Sole 3140 266173
Lincoln Electric
Hldgs Inc Common Stock - Long 533900106 2,735,643.00 94300 Sole 0 94300
Linear Technology Corp Common Stock - Long 535678106 3,392,599.70 122698 Sole 0 122698
Lions Gate
Entertainment Cp Common Stock - Long 535919203 3,170,377.50 459475 Sole 0 459475
Lockheed Martin Corp Common Stock - Long 539830109 15,479,220.80 213095 Sole 0 213095
Ltc Properties Inc Common Stock - Long 502175102 6,051.48 239 Sole 0 239
Mack-cali Realty Corp Common Stock - Long 554489104 2,140.00 80 Sole 0 80
Manhattan Associates Inc Common Stock - Long 562750109 2,854,870.56 86302 Sole 0 86302
Manpowergroup Common Stock - Long 56418H100 12,813,723.44 381134 Sole 6467 374667
Marathon Oil Corp Common Stock - Long 565849106 151,362.32 7014 Sole 5515 1499
Market Vectors Russia Common Stock - Long 57060U506 28,336.00 1120 Sole 0 1120
Marketaxess Holdings Inc Common Stock - Long 57060D108 2,999,455.50 115275 Sole 0 115275
Mastec Inc Common Stock - Long 576323109 6,744.63 383 Sole 0 383
Mattel Inc Common Stock - Long 577081102 21,000,568.31 811146 Sole 16637 794509
Maximus Inc Common Stock - Long 577933104 10,958.40 314 Sole 0 314
Mcdonald's Corp Common Stock - Long 580135101 20,734,565.46 236103 Sole 0 236103
Mckesson Corp Common Stock - Long 58155Q103 27,600,046.10 379643 Sole 5975 373668
Mead Johnson
Nutrition Co Common Stock - Long 582839106 4,079,829.42 59274 Sole 0 59274
Medicis Pharmaceut
Cp -cl A Common Stock - Long 584690309 3,079,240.40 84409 Sole 0 84409
Mercadolibre Inc Common Stock - Long 58733R102 1,666,303.75 31001 Sole 0 31001
Metlife Inc Common Stock - Long 59156R108 148,088.52 5287 Sole 4237 1050
Mgm Resorts
International Common Stock - Long 552953101 5,515,723.83 593727 Sole 0 593727
Microchip Technology Inc Common Stock - Long 595017104 2,914,944.78 93698 Sole 0 93698
Microsoft Corp Common Stock - Long 594918104 20,093,796.56 807304 Sole 0 807304
Minerals
Technologies Inc Common Stock - Long 603158106 2,200,151.85 44655 Sole 0 44655
Mitcham Industries Inc Common Stock - Long 606501104 730,296.00 65205 Sole 0 65205
Mitsubishi Ufj
Financial Grp Common Stock - Long 606822104 215,513.50 48430 Sole 0 48430
Moneygram
International Inc Common Stock - Long 60935Y109 1,549,147.10 664870 Sole 0 664870
Monotype Imaging
Holdings Common Stock - Long 61022P100 657,570.60 54255 Sole 0 54255
Monsanto Co Common Stock - Long 61166W101 6,852,545.32 114133 Sole 0 114133
Mosaic Co Common Stock - Long 61945C103 1,814,583.35 37055 Sole 0 37055
Motorola Solutions Inc Common Stock - Long 620076307 20,905,041.40 498927 Sole 9523 489404
Multi-color Corp Common Stock - Long 625383104 6,528.51 289 Sole 0 289
Myriad Genetics Inc Common Stock - Long 62855J104 6,350,067.74 338851 Sole 0 338851
Nacco Industries -cl A Common Stock - Long 629579103 569,015.00 8975 Sole 0 8975
National Fuel Gas Co Common Stock - Long 636180101 1,924,563.80 39535 Sole 0 39535
National Research Corp Common Stock - Long 637372103 848,384.00 25600 Sole 0 25600
Net 1 Ueps
Technologies Inc Common Stock - Long 64107N206 735,780.50 113197 Sole 0 113197
Netapp Inc Common Stock - Long 64110D104 2,580,003.27 76039 Sole 0 76039
Netease.com Inc Common Stock - Long 64110W102 214,268.40 5615 Sole 0 5615
Neurocrine
Biosciences Inc Common Stock - Long 64125C109 1,260,613.90 210805 Sole 0 210805
Newport Corp Common Stock - Long 651824104 2,157,535.94 199587 Sole 0 199587
Nextera Energy Inc Common Stock - Long 65339F101 223,858.74 4144 Sole 3222 922
Nice Systems Ltd Common Stock - Long 653656108 214,271.00 7060 Sole 0 7060
Nike Inc Common Stock - Long 654106103 2,749,403.03 32153 Sole 0 32153
Nippon Telegraph &
Telephone Common Stock - Long 654624105 217,226.50 9070 Sole 0 9070
Noble Energy Inc Common Stock - Long 655044105 17,646,120.80 249239 Sole 4607 244632
Nordson Corp Common Stock - Long 655663102 1,555,304.38 39137 Sole 0 39137
Nordstrom Inc Common Stock - Long 655664100 6,404,427.36 140202 Sole 0 140202
Northeast Utilities Common Stock - Long 664397106 156,203.05 4642 Sole 3717 925
Novavax Inc Common Stock - Long 670002104 859,112.00 536945 Sole 0 536945
Ntelos Holdings Corp Common Stock - Long 67020Q107 3,209.13 181 Sole 0 181
Ntt Docomo Inc Common Stock - Long 62942M201 215,285.40 11790 Sole 0 11790
Nu Skin Enterprises
-cl A Common Stock - Long 67018T105 2,223,737.60 54880 Sole 0 54880
Occidental
Petroleum Corp Common Stock - Long 674599105 19,550,245.50 273430 Sole 6201 267229
Omega Healthcare
Invs Inc Common Stock - Long 681936100 491,360.85 30845 Sole 0 30845
Oracle Corp Common Stock - Long 68389X105 14,787,735.90 514535 Sole 0 514535
O'reilly Automotive Inc Common Stock - Long 67103H107 5,316,341.07 79789 Sole 0 79789
Osi Systems Inc Common Stock - Long 671044105 6,067.12 181 Sole 0 181
Paccar Inc Common Stock - Long 693718108 3,092,500.80 91440 Sole 0 91440
Par Pharmaceutical
Cos Inc Common Stock - Long 69888P106 2,207,862.80 82940 Sole 0 82940
Peabody Energy Corp Common Stock - Long 704549104 1,642,942.84 48493 Sole 0 48493
People's United Finl Inc Common Stock - Long 712704105 2,220,492.00 194780 Sole 0 194780
Pepsico Inc Common Stock - Long 713448108 10,614,116.80 171472 Sole 0 171472
Perficient Inc Common Stock - Long 71375U101 5,753.52 786 Sole 0 786
Petroquest Energy Inc Common Stock - Long 716748108 3,360.50 611 Sole 0 611
Petsmart Inc Common Stock - Long 716768106 2,329,159.15 54611 Sole 0 54611
Philip Morris
International Common Stock - Long 718172109 18,131,308.42 290659 Sole 0 290659
Piedmont Office
Realty Trust Common Stock - Long 720190206 2,053.59 127 Sole 0 127
Pier 1 Imports Inc Common Stock - Long 720279108 2,734,830.30 279635 Sole 0 279635
Plantronics Inc Common Stock - Long 727493108 2,201,261.50 77373 Sole 0 77373
Pnc Financial Svcs
Group Inc Common Stock - Long 693475105 177,001.74 3673 Sole 2959 714
Polaris Industries Inc Common Stock - Long 731068102 5,300,917.10 106082 Sole 0 106082
Polyone Corp Common Stock - Long 73179P106 851,991.21 79551 Sole 0 79551
Polypore
International Inc Common Stock - Long 73179V103 13,507.92 239 Sole 0 239
PowerShares India Common Stock - Long 73935L100 19,131.00 1050 Sole 0 1050
Ppg Industries Inc Common Stock - Long 693506107 20,240,627.18 286451 Sole 4643 281808
Praxair Inc Common Stock - Long 74005P104 6,455,728.80 69060 Sole 0 69060
Priceline.com Inc Common Stock - Long 741503403 26,320,377.88 58560 Sole 872 57688
Procter & Gamble Co Common Stock - Long 742718109 12,320.10 195 Sole 0 195
Progressive Corp-ohio Common Stock - Long 743315103 200,332.48 11280 Sole 9025 2255
Providence Service Corp Common Stock - Long 743815102 1,007,628.45 94613 Sole 0 94613
Ps Business Parks Common Stock - Long 69360J107 8,025.48 162 Sole 0 162
Qualcomm Inc Common Stock - Long 747525103 12,084,506.37 248499 Sole 0 248499
Questcor
Pharmaceuticals Inc Common Stock - Long 74835Y101 6,487.88 238 Sole 0 238
Range Resources Corp Common Stock - Long 75281A109 2,144,312.80 36680 Sole 0 36680
Raytheon Co Common Stock - Long 755111507 182,975.13 4477 Sole 3590 887
Realty Income Corp Common Stock - Long 756109104 2,740.40 85 Sole 0 85
Red Hat Inc Common Stock - Long 756577102 8,068,786.32 190932 Sole 0 190932
Revlon Inc -cl A Common Stock - Long 761525609 2,053,436.00 166675 Sole 0 166675
Rf Micro Devices Inc Common Stock - Long 749941100 1,930,510.62 304497 Sole 0 304497
Rockwood Holdings Inc Common Stock - Long 774415103 2,220,440.75 65908 Sole 0 65908
Roper Industries Inc Common Stock - Long 776696106 5,646,071.94 81934 Sole 0 81934
Ross Stores Inc Common Stock - Long 778296103 28,641,113.96 363974 Sole 6720 357254
Royal Dutch Shell Plc Common Stock - Long 780259107 12,099.75 195 Sole 0 195
Rti Biologics Inc Common Stock - Long 74975N105 2,176,186.95 661455 Sole 0 661455
Ryder System Inc Common Stock - Long 783549108 15,614,587.50 416278 Sole 8016 408262
Sandisk Corp Common Stock - Long 80004C101 183,009.50 4535 Sole 3480 1055
Sara Lee Corp Common Stock - Long 803111103 3,463,992.75 211865 Sole 0 211865
Saul Centers Inc Common Stock - Long 804395101 8,824.41 261 Sole 0 261
Schlumberger Ltd Common Stock - Long 806857108 12,798,586.02 214274 Sole 0 214274
Select Comfort Corp Common Stock - Long 81616X103 2,915,189.75 208675 Sole 0 208675
Senior Housing
Pptys Trust Common Stock - Long 81721M109 2,520.18 117 Sole 0 117
Sigma-aldrich Corp Common Stock - Long 826552101 2,292,347.21 37099 Sole 0 37099
Signet Jewelers Ltd Common Stock - Long G81276100 216,151.00 6395 Sole 0 6395
Simon Property
Group Inc Common Stock - Long 828806109 3,079.44 28 Sole 0 28
Sirona Dental
Systems Inc Common Stock - Long 82966C103 19,550.89 461 Sole 0 461
Skyworks Solutions Inc Common Stock - Long 83088M102 143,464.12 7988 Sole 6338 1650
Smart Balance Inc Common Stock - Long 83169Y108 1,738,671.00 294690 Sole 0 294690
Sotheby's Common Stock - Long 835898107 1,023,315.86 37117 Sole 0 37117
Southern Copper Corp Common Stock - Long 84265V105 1,801,779.00 72100 Sole 0 72100
Southside
Bancshares Inc Common Stock - Long 84470P109 6,249.47 347 Sole 0 347
SPDR S&P China Common Stock - Long 78463X400 48,722.13 873 Sole 0 873
Spdr Trust Series 1 Common Stock - Long 78462F103 9,956.75 88 Sole 0 88
Spectrum
Pharmaceuticals Inc Common Stock - Long 84763A108 452,573.45 59315 Sole 0 59315
Stone Energy Corp Common Stock - Long 861642106 1,336,579.48 82454 Sole 0 82454
Sturm Ruger & Co Inc Common Stock - Long 864159108 10,184.56 392 Sole 0 392
Sumitomo Mitsui
Financial Gr Common Stock - Long 86562M209 216,475.25 39575 Sole 0 39575
Sunstone Hotel
Investors Inc Common Stock - Long 867892101 2,736.89 481 Sole 0 481
Superior Energy
Services Inc Common Stock - Long 868157108 1,756,085.76 66924 Sole 0 66924
Symantec Corp Common Stock - Long 871503108 2,212,350.10 135727 Sole 0 135727
Synnex Corp Common Stock - Long 87162W100 5,371.00 205 Sole 0 205
Synopsys Inc Common Stock - Long 871607107 11,660,766.60 478685 Sole 0 478685
Sysco Corp Common Stock - Long 871829107 12,043.50 465 Sole 0 465
Targacept Inc Common Stock - Long 87611R306 527,700.00 35180 Sole 0 35180
Taubman Centers Inc Common Stock - Long 876664103 3,219.84 64 Sole 0 64
Tech Data Corp Common Stock - Long 878237106 6,441.27 149 Sole 0 149
Techne Corp Common Stock - Long 878377100 7,962,814.83 117083 Sole 0 117083
Telenav Inc Common Stock - Long 879455103 1,254,129.30 141390 Sole 0 141390
Teletech Holdings Inc Common Stock - Long 879939106 2,129,378.52 139723 Sole 0 139723
Tempur Pedic Intl Inc Common Stock - Long 88023U101 2,095,403.69 39829 Sole 0 39829
Tesco Corp Common Stock - Long 88157K101 1,677,186.00 144585 Sole 0 144585
Texas Capital
Bancshares Inc Common Stock - Long 88224Q107 7,494.80 328 Sole 0 328
Texas Instruments Inc Common Stock - Long 882508104 2,848,885.00 106900 Sole 0 106900
Textainer Group
Holdings Ltd Common Stock - Long G8766E109 4,157.40 205 Sole 0 205
Thermo Fisher
Scientific Inc Common Stock - Long 883556102 158,908.76 3138 Sole 2531 607
Thoratec Corp Common Stock - Long 885175307 6,349,132.80 194520 Sole 0 194520
Tibco Software Inc Common Stock - Long 88632Q103 23,958,642.50 1070060 Sole 18413 1051647
Tjx Companies Inc Common Stock - Long 872540109 194,921.10 3514 Sole 2822 692
Transdigm Group Inc Common Stock - Long 893641100 2,092,957.09 25627 Sole 0 25627
Travelers Cos Inc Common Stock - Long 89417E109 192,337.34 3947 Sole 3189 758
Tredegar Corp Common Stock - Long 894650100 1,404,475.15 94705 Sole 0 94705
Triquint
Semiconductor Inc Common Stock - Long 89674K103 3,805.16 758 Sole 0 758
Triumph Group Inc Common Stock - Long 896818101 18,082.90 371 Sole 0 371
True Religion
Apparel Inc Common Stock - Long 89784N104 9,516.40 353 Sole 0 353
Tupperware Brands Corp Common Stock - Long 899896104 7,305,576.82 135943 Sole 0 135943
Twin Disc Inc Common Stock - Long 901476101 2,335,091.85 87555 Sole 0 87555
U S Physical Therapy Inc Common Stock - Long 90337L108 1,126,016.00 60800 Sole 0 60800
Unisource Energy Corp Common Stock - Long 909205106 6,063.12 168 Sole 0 168
Unisys Corp Common Stock - Long 909214306 1,260,691.50 80350 Sole 0 80350
United Parcel
Service Inc Common Stock - Long 911312106 5,887,032.45 93223 Sole 0 93223
United Technologies Corp Common Stock - Long 913017109 3,885,490.28 55223 Sole 0 55223
United Therapeutics Corp Common Stock - Long 91307C102 3,799,311.58 101342 Sole 0 101342
Unitedhealth Group Inc Common Stock - Long 91324P102 189,506.64 4109 Sole 3296 813
Urstadt Biddle
Properties Common Stock - Long 917286205 2,379.53 149 Sole 0 149
Usana Health Sciences
Inc Common Stock - Long 90328M107 977,487.50 35545 Sole 0 35545
Vanda Pharmaceuticals
Inc Common Stock - Long 921659108 759,047.95 153343 Sole 0 153343
Vanguard MSCI
Emerging Markets Common Stock - Long 922042858 10,749.00 300 Sole 0 300
Ventas Inc Common Stock - Long 92276F100 2,470.00 50 Sole 0 50
Verifone Systems Inc Common Stock - Long 92342Y109 11,521.18 329 Sole 0 329
Viad Corp Common Stock - Long 92552R406 1,585,575.42 93379 Sole 0 93379
Vmware Inc -cl A Common Stock - Long 928563402 10,481,150.10 130395 Sole 0 130395
Vodafone Group Plc Common Stock - Long 92857W209 12,188.50 475 Sole 0 475
Vonage Holdings Corp Common Stock - Long 92886T201 2,144,350.00 824750 Sole 0 824750
Vornado Realty Trust Common Stock - Long 929042109 2,387.84 32 Sole 0 32
W&t Offshore Inc Common Stock - Long 92922P106 1,496,111.20 108729 Sole 0 108729
Wabtec Corp Common Stock - Long 929740108 2,141,235.00 40500 Sole 0 40500
Wal-mart Stores Inc Common Stock - Long 931142103 221,561.20 4269 Sole 3295 974
Washington Reit Common Stock - Long 939653101 2,592.56 92 Sole 0 92
Watson
Pharmaceuticals Inc Common Stock - Long 942683103 36,853,703.80 539981 Sole 8184 531797
Weight Watchers Intl Inc Common Stock - Long 948626106 2,192,646.50 37642 Sole 0 37642
Wellcare Health
Plans Inc Common Stock - Long 94946T106 864,804.60 22770 Sole 0 22770
Wells Fargo & Co Common Stock - Long 949746101 5,255,748.00 217900 Sole 0 217900
Western Refining Inc Common Stock - Long 959319104 1,862,520.80 149480 Sole 0 149480
Whole Foods Market Inc Common Stock - Long 966837106 33,618,717.34 514802 Sole 8222 506580
Williams-sonoma Inc Common Stock - Long 969904101 5,192,887.45 168655 Sole 0 168655
Wolverine World Wide Common Stock - Long 978097103 7,315.00 220 Sole 0 220
World Acceptance Corp Common Stock - Long 981419104 2,823,572.95 50466 Sole 0 50466
World Fuel Services Corp Common Stock - Long 981475106 17,663.85 541 Sole 0 541
Wright Express Corp Common Stock - Long 98233Q105 10,879.04 286 Sole 0 286
Wynn Resorts Ltd Common Stock - Long 983134107 10,262,028.84 89173 Sole 0 89173
1,877,470,985.80